This course is an introduction to game theory and strategic thinking. Ideas such as dominance, backward induction, Nash equilibrium, evolutionary stability, commitment, credibility, asymmetric information, adverse selection, and signaling are discussed and applied to games played in class and to examples drawn from economics, politics, the movies, and elsewhere.  
This Yale College course, taught on campus twice per week for 75 minutes, was recorded for Open Yale Courses in Fall 2007.
I downloaded the whole course
SpearmintFur: With videos and everything.  
I had to get rid of certain videos on my computer to make room for it but it's worth it.  
They also have a course on Financial Markets by that Schiller fellow I hear so much about that I need to download as well.